Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(x, y) = ax + by + c. The set of the parameter...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2021-03-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2021-0101 |